The scriptures mention Sai Baba left his body, but also that he is immortal. How can both be true?

Chapter 43 directly addresses this apparent contradiction. It explains that the "union of body and senses is birth; the separation of body and senses is death." While Sai Baba underwent this separation, it was a voluntary act for a being who "could die at will." His essence is not the physical body, which is described as merely an "adjunct." The text emphasizes that Sai is the "complete Supreme Brahman," and for him, birth and death are "false imaginations." He appeared in a physical form for the protection of his devotees, and when the task was over, he "merged himself into the unmanifest." So, while the body perished, his true self, which is "beginningless and endless," remains unbroken.